We live in an eight unit apartment building in the suburbs, density just under 5,000/sq mile. We love the area, but want a SFH. I was raised in SFHs in suburban areas; Lai was raised in tiny apartments in Hong Kong, definitely high density. I don't mind visiting urban areas like that, but couldn't handle living there for long; too stressful for my tastes. I need an area with miniscule crime, no grafitti, not the concrete jungle, peaceful, neighbors kept at a respectable distance (I need more than a wall separating them from me, and nature. Other than being in an apartment, that pretty much describes what we have now.
We were living in a denser suburb before, off a major road. There was a strip mall next to our complex, with a bar right across from our bedroom window and lots of seedy characters about. I had to call the police several times with noise complaints late at night. When our contract was up, we decided to look elsewhere. Now the nearest major road is about a mile away, and we have woods with a stream outside our bedroom window

We see lots of rabbits, ducks, hummingbirds, egrets, frogs and other critters, and the whole area is much quieter. Our apartment is accessed by a stair that goes to our door and only one of our neighbors...before, there was a walkway that went around our building, so people were always stomping past our windows; not very private or quiet at all. Now it is so much more peaceful; it is a balm to the soul. Plus, we have most anything we could want as far as shopping areas and restaurants very nearby; pick an ethnic cuisine, we've got one or more representatives within a few minutes from us.
As for where I'd move, I could see going to a small town, close enough to a larger area for shopping/entertainment purposes, but far enough out to avoid the negatives of urban areas. Ideally, that would be when we retire (if we are ever actually able to), so that we wouldn't have to worry about commuting to work. Someplace within an hour or so of our church would be best. And I really want to be in a SFH. I want the privacy that comes with that, plus I worry about things like fire. In a SFH, you have far more control over that, if you do something stupid, you're the only one to blame, and generally your neighbors' homes aren't threatened, depending of course on how close other homes are to you and if you have lots of brush/trees close by. In an apartment or townhome, you can be very responsible, but if your neighbor isn't and starts a fire, you both are screwed.
No way in he!! would I move to an urban area.